+253.5%
TQQQ vs CAPR
+36.9%
+216.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.8% |
| 7D | +2.8% | -12.6% | +15.4% | +3.0% |
| 30D | -3.0% | +124.4% | -127.5% | -4.5% |
| 3M | -2.7% | -66.8% | +64.1% | -1.9% |
| 6M | +45.4% | -71.8% | +117.2% | +47.0% |
| YTD | +36.3% | -70.1% | +106.3% | +37.4% |
| 1Y | +53.4% | +33.3% | +20.1% | +45.1% |
| All | +253.5% | +36.9% | +216.6% | +202.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling